+170.4%
NXT vs TECK
+70.4%
+100.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.8% |
| 7D | -0.2% | +4.9% | -5.1% | -1.9% |
| 30D | -20.0% | +5.2% | -25.1% | -21.5% |
| 3M | -30.9% | +13.8% | -44.7% | -34.0% |
| 6M | -23.8% | +38.5% | -62.3% | -31.2% |
| YTD | -5.4% | +47.3% | -52.8% | -16.3% |
| 1Y | +28.0% | +81.0% | -52.9% | +7.3% |
| 3Y | +93.3% | +79.9% | +13.4% | +58.8% |
| All | +170.4% | +70.4% | +100.0% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling